Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm

Publication date: 10 September 2024

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

zbMATH Keywords

nonlinear optimization conjugate gradient method gradient projection method PASA active set method CG\(_-\)DESCENT NAPHEAP polyhedral-constrained optimization PPROJ projection on polyhedron

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites Work

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An active set algorithm for nonlinear optimization with polyhedral constraints
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Algorithm 851
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Updating the Inverse of a Matrix
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